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Trade: CRV/USDT/5/DCM/SINWMA/8393

Strategy
CRV/USDT/5/DCM/SINWMA/8393
Pair
CRV_USDT
Interval
5m
Score
458537
Daily Profit
0.854155
Profit Factor
1.291984
Profitability
52.717391
Streak
2.825615
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 12:38
Expiration Time
2025-12-25 11:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 74149.2048 28489.8584 45659.3464 89116.3973 26046.4894 63069.9079
Total P&L (%) 74.1492 28.4899 45.6593 89.1164 26.0465 63.0699
Avg Daily Profit (%) 0.8542 0.3282 0.526 0.7367 0.267 0.5649
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64792 -47899 -19507 -144006 -101601 -49236
Profit Factor 1.292 1.2055 1.3961 1.1686 1.0916 1.2581
Total Trades 368 184 184 368 184 184
Winning Trades 194 95 99 194 95 99
Losing Trades 174 89 85 174 89 85
Profitability (%) 52.7174 51.6304 53.8043 52.7174 51.6304 53.8043
Ratio Avg Win / Avg Loss 1.1588 1.1293 1.1986 1.0481 1.0227 1.0802
Largest Winning Trade 8119 8119 7365 20655 20655 12993
Largest Losing Trade -15203 -15203 -6106 -25569 -25569 -16056
Avg Bars in Trades 66 64 68 66 64 68
Avg Bars in Winners 59 57 62 59 57 62
Avg Bars in Losers 73 71 75 73 71 75
Bars Traded 24456 11808 12648 24456 11808 12648
Profit Streak 2.8256 2.8256 2.9471 2.8256 2.8256 2.9471
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 458537 101046 287435 -22961 -117170 314321
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752675600000,
    "first_datapoint_time": 1752741300000,
    "last_datapoint_time": 1760175300000,
    "evaluation_time": 1760175533195,
    "expiration_time": 1766655300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            74149.2047704407,
            28489.8584140007,
            45659.3463564401,
            89116.3972660482,
            26046.4893666882,
            63069.9078993601
        ],
        [
            74.149205,
            28.489858,
            45.659346,
            89.116397,
            26.046489,
            63.069908
        ],
        [
            0.854155,
            0.328186,
            0.525969,
            0.736709,
            0.267008,
            0.564899
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64792,
            -47899,
            -19507,
            -144006,
            -101601,
            -49236
        ],
        [
            1.291984,
            1.205452,
            1.396073,
            1.168592,
            1.091633,
            1.25812
        ],
        [
            368,
            184,
            184,
            368,
            184,
            184
        ],
        [
            194,
            95,
            99,
            194,
            95,
            99
        ],
        [
            174,
            89,
            85,
            174,
            89,
            85
        ],
        [
            52.717391,
            51.630435,
            53.804348,
            52.717391,
            51.630435,
            53.804348
        ],
        [
            1.15879,
            1.129318,
            1.198648,
            1.048119,
            1.022688,
            1.080204
        ],
        [
            8119,
            8119,
            7365,
            20655,
            20655,
            12993
        ],
        [
            -15203,
            -15203,
            -6106,
            -25569,
            -25569,
            -16056
        ],
        [
            66,
            64,
            68,
            66,
            64,
            68
        ],
        [
            59,
            57,
            62,
            59,
            57,
            62
        ],
        [
            73,
            71,
            75,
            73,
            71,
            75
        ],
        [
            24456,
            11808,
            12648,
            24456,
            11808,
            12648
        ],
        [
            2.825615,
            2.825616,
            2.947143,
            2.825616,
            2.825616,
            2.947143
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            458537,
            101046,
            287435,
            -22961,
            -117170,
            314321
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752675600000,
    "first_datapoint_time": 1752741300000,
    "last_datapoint_time": 1760175300000,
    "evaluation_time": 1760175533195,
    "expiration_time": 1766655300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)